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JEL Code: C45

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Viewing: 101 - 150 of 339 papers

101.

Classification-Based Financial Markets Prediction Using Deep Neural Networks

Algorithmic Finance, 2016.
Number of pages: 20 Posted: 30 Mar 2016 Last Revised: 09 Dec 2016
Accepted Paper Series
Illinois Institute of Technology - Stuart School of Business, IIT, Northwestern University and Northwestern University
Downloads 5,052
102.

Application of Neural Networks to an Emerging Financial Market: Forecasting and Trading the Taiwan Stock Index

Number of pages: 42 Posted: 13 Aug 2001
Working Paper Series
National Chung Cheng University - Department of Finance, Cornell University - School of Applied Economics and Management and University of Texas at San Antonio - Department of Management Science and Statistics
Downloads 3,247
103.

A General Approach for Predicting the Behavior of the Supreme Court of the United States

Number of pages: 18 Posted: 09 Jul 2014 Last Revised: 19 Jan 2017
Working Paper Series
Illinois Tech - Chicago Kent College of Law, LexPredict, LLC and South Texas College of Law Houston
Downloads 3,054
104.

The Web of Law

San Diego Legal Studies Research Paper No. 06-11
Number of pages: 39 Posted: 05 Jan 2005
Working Paper Series
University of San Diego School of Law
Downloads 2,502
105.

CDS Rate Construction Methods by Machine Learning Techniques

Number of pages: 51 Posted: 15 May 2017
Working Paper Series
University of Reims Champagne-Ardenne and Standard Chartered Bank, London
Downloads 2,257
106.

Real-Time Trading Models and the Statistical Properties of Foreign Exchange Rates

Olsen and Associates Working Paper No. 319
Number of pages: 62 Posted: 30 Mar 1999
Working Paper Series
Simon Fraser University, DEAR-Consulting, Pictet & Cie, Banquiers, Lykke Corp and Pictet Asset Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,751
107.

Support Vector Machines (SVM) as a Technique for Solvency Analysis

DIW Berlin Discussion Paper No. 811
Number of pages: 18 Posted: 25 Jun 2009
Working Paper Series
affiliation not provided to SSRN and German Institute for Economic Research (DIW Berlin)
Downloads 1,604
108.

Forecasting Exchange Rates Using General Regression Neural Networks

Number of pages: 35 Posted: 17 Jan 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, National Chung Cheng University - Department of Finance and Cornell University - School of Applied Economics and Management

Multiple version iconThere are 2 versions of this paper

Downloads 1,599
109.

A Quantitative Neural Network Model (QNNM) for Stock Trading Decisions

Jahangirnagar Review, Part II: Social Science, Vol. XXIX, pp. 177-194, 2005
Number of pages: 20 Posted: 20 Feb 2007
Accepted Paper Series
American International University - Bangladesh (AIUB) and TWO MEN AND A TRUCK
Downloads 1,453
110.

Consumer Credit Scoring Models with Limited Data

EFA 2007 Ljubljana Meetings Paper
Number of pages: 23 Posted: 02 Mar 2007
Working Paper Series
Independent, University of Ljubljana - Faculty of Economics and National Institute of Chemistry
Downloads 1,389
111.

Business Applications of Emulative Neural Networks

International Journal of Business, Vol. 10, No. 4, 2005
Number of pages: 20 Posted: 02 Nov 2005
Accepted Paper Series
City University of New York, CUNY City College of New York - Department of Economics
Downloads 1,362
112.

The Multiple Dimensions of Asset Allocation: Countries, Sectors or Factors?

Number of pages: 36 Posted: 16 Jan 2002
Working Paper Series
Columbia Management Group and State Street Associates
Downloads 1,162
113.

CDS Rate Construction Methods by Machine Learning Techniques (Presentation Slides)

Number of pages: 23 Posted: 24 May 2017
Working Paper Series
Standard Chartered Bank, London and University of Reims Champagne-Ardenne
Downloads 1,120
114.

Black-Scholes Versus Artificial Neural Networks in Pricing FTSE 100 Options

Number of pages: 23 Posted: 11 May 2004
Working Paper Series
University of Southampton - School of Management and University of Reading - ICMA Centre
Downloads 1,101
115.

Support Vector Machines Approach to Predict the S&P CNX NIFTY Index Returns

10th Capital Markets Conference, Indian Institute of Capital Markets Paper
Number of pages: 19 Posted: 13 Feb 2007
Working Paper Series
Indian Institute of Technology Madras and Indian Institute of Technology Madras
Downloads 1,090
116.

Risk Management of Hedge Funds using Fuzzy Neural- and Genetic Algorithms

Number of pages: 14 Posted: 24 Aug 2004
Working Paper Series
Panathea Capital Partners
Downloads 1,078
117.

Financial Crises and Bank Failures: A Review of Prediction Methods

FRB of Cleveland Working Paper No. 09-04R
Number of pages: 34 Posted: 22 Jun 2009 Last Revised: 01 Nov 2010
Accepted Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 1,042
118.

Market Depth and Order Size

Number of pages: 25 Posted: 16 Apr 1997
Working Paper Series
Georg-August-Universität Göttingen and University of Cologne - Department of Finance & Centre for Financial Research (CFR)
Downloads 963
119.

Using the Lyapunov Exponent as a Practical Test for Noisy Chaos

Number of pages: 38 Posted: 15 Mar 2007
Working Paper Series
LaREMFiQ - IHEC
Downloads 946
120.

Semi Variance and Semi Correlation for Financial Investments

Number of pages: 35 Posted: 06 Aug 2001 Last Revised: 20 Aug 2009
Working Paper Series
SDA Bocconi
Downloads 938
121.

The Network Structure of Supreme Court Jurisprudence

University of Houston Law Center No. 2005-W-01
Number of pages: 26 Posted: 14 Jun 2005
Working Paper Series
University of Houston Law Center
Downloads 913
122.

Machine Learning with Personal Data

Queen Mary School of Law Legal Studies Research Paper No. 247/2016
Number of pages: 23 Posted: 08 Nov 2016
Accepted Paper Series
Queen Mary University of London, School of Law - Centre for Commercial Law Studies, Queen Mary University of London, School of Law - Centre for Commercial Law Studies and University of Cambridge - Computer Laboratory
Downloads 879
123.

Using Machine Learning Algorithms to Find Patterns in Stock Prices

FEDEA Working Paper No. 2006-12
Number of pages: 20 Posted: 27 Mar 2006
Working Paper Series
Complutense University of Madrid - Facultad de Ciencias Económicas y Empresariales - Departamento de Estadística e Investigación Operativa II and Complutense Institute for International Studies
Downloads 870
124.

Forecasting of Stock Market Indices Using Artificial Neural Network

Shri Chimanbhai Patel Institutes, Ahmedabad Working Paper No. CPI/MBA/2013/0003
Number of pages: 18 Posted: 10 Feb 2013
Accepted Paper Series
B.K.School of Business Management, Gujarat University, Shri Chimanbhai Patel Institute of Management & Research and Shri Chimanbhai Patel Institute of Management & Research
Downloads 849
125.

The Arbitrage Pricing Theory and the Capital Asset Pricing Models and Artificial Neural Networks Modeling with Particle Swarm Optimization (PSO)

Number of pages: 19 Posted: 02 Mar 2009
Working Paper Series
Nazilli Faculty of Economics and Administrative Sciences
Downloads 834
126.

Unraveling Hedge Fund Returns: An Introduction to Independent Component Analysis as an Analytical Tool

Number of pages: 29 Posted: 22 Feb 2006
Working Paper Series
Perella Weinberg Partners
Downloads 815
127.

Using Investment Portfolio Return to Combine Forecasts: A Multi-objective Approach

Number of pages: 35 Posted: 21 Nov 2000
Working Paper Series
University of Texas at San Antonio - Department of Management Science and Statistics, Cornell University - School of Applied Economics and Management and National Chung Cheng University - Department of Finance

Multiple version iconThere are 2 versions of this paper

Downloads 786
128.

Handwritten Character Recognition by Using Neural-Network and Euclidean Distance Metric

IJCSIC - International Journal of Computer Science and Intelligent Computing, Vol. 2, No. 1, November 2010
Number of pages: 5 Posted: 22 Feb 2012 Last Revised: 23 Feb 2012
Accepted Paper Series
Assam University - Department of Mathematics and Banaras Hindu University (BHU) - Department of Applied Mathematics
Downloads 741
129.

Financial Markets Analysis by Probabilistic Fuzzy Modelling

ERIM Report Series Reference No. ERS-2003-036-LIS
Number of pages: 20 Posted: 30 Mar 2006
Working Paper Series
Delft University of Technology, Faculty of Technology, Policy and Management, Section of ICT, Erasmus University Rotterdam (EUR) - Faculty of Economics - Department of Computer Science and Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE)
Downloads 735
130.

Representation-Constrained Canonical Correlation Analysis: A Hybridization of Canonical Correlation and Principal Component Analyses

Number of pages: 24 Posted: 12 Feb 2009
Working Paper Series
North-Eastern Hill University (NEHU)
Downloads 684
131.

Genetic Algorithms: A Tool for Optimization in Econometrics - Basic Concept and an Example for Empirical Applications

ZEW Discussion Paper No. 02-41
Number of pages: 24 Posted: 12 Oct 2002
Working Paper Series
Centre for European Economic Research (ZEW) and Centre for European Economic Research (ZEW)
Downloads 649
132.

Long Agricultural Futures Prices: ARCH, Long Memory, or Chaos Processes

University of Illinois OFOR Working Paper No. 98-03
Number of pages: 56 Posted: 21 Sep 1998
Working Paper Series
Rabobank International, Hong Kong and University of Illinois @ Urbana-Champaign
Downloads 633
133.

Effective Return, Risk Aversion and Drawdowns

Olsen & Associates Working Paper No. 321
Number of pages: 24 Posted: 20 Jul 1999
Working Paper Series
DEAR-Consulting, Simon Fraser University, Olsen & Associates and Pictet Asset Management
Downloads 592
134.

Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach

Number of pages: 35 Posted: 26 Apr 2004
Working Paper Series
Hebrew University of Jerusalem - Department of Economics and Université Paris-XII - Laboratoire de Systèmes Aléatoires
Downloads 555
135.

Hedge Fund Investment Through Piecewise Linear Regression and Optimization

Number of pages: 15 Posted: 27 Mar 2007
Working Paper Series
Purdue University - Krannert School of Management and Purdue University
Downloads 538
136.

Diffusion and Contagion in Networks with Heterogeneous Agents and Homophily

Number of pages: 21 Posted: 29 Oct 2011 Last Revised: 13 Nov 2012
Working Paper Series
Stanford University - Department of Economics and Universidad Pablo de Olavide
Downloads 518
137.

Applications of Neural Network Radial Basis Function in Economics and Financial Time Series

Number of pages: 20 Posted: 28 Aug 2010
Working Paper Series
Nazilli Faculty of Economics and Administrative Sciences
Downloads 507
138.

Machine Learning in FX Carry Basket Prediction

Number of pages: 1 Posted: 22 Dec 2008
Working Paper Series
University College London
Downloads 503
139.

OSMnx: New Methods for Acquiring, Constructing, Analyzing, and Visualizing Complex Street Networks

Number of pages: 25 Posted: 13 Nov 2016 Last Revised: 09 Jul 2017
Working Paper Series
University of California, Berkeley - Department of City and Regional Planning
Downloads 499
140.

Financial Crises and Bank Failures: A Review of Prediction Methods

Bank of Finland Research Discussion Paper No. 35/2009
Number of pages: 37 Posted: 06 Dec 2009
Working Paper Series
Federal Reserve Banks - Federal Reserve Bank of Cleveland and Gabelli School of Business, Fordham University

Multiple version iconThere are 2 versions of this paper

Downloads 485
141.

Applications of Least Mean Square (LMS) Algorithm Regression in Time-Series Analysis

Number of pages: 23 Posted: 28 Aug 2010
Working Paper Series
Nazilli Faculty of Economics and Administrative Sciences
Downloads 467
142.

Robust Modelling of the Impacts of Climate Change on the Habitat Suitability of Forest Tree Species

de Rigo, D., Caudullo, G., San-Miguel-Ayanz, J, Barredo, J.I., 2017. Robust modelling of the impacts of climate change on the habitat suitability of forest tree species. Publication Office of the European Union, 58 pp. ISBN:978-92-79-66704-6 , doi/10.2760/296501
Number of pages: 58 Posted: 05 May 2017
Accepted Paper Series
European Commission, Joint Research Centre (JRC), European Commission Joint Research Center - Bio-Economy Unit, European Commission Joint Research Center - Disaster Risk Management Unit and European Commission Joint Research Center - Bio-Economy Unit
Downloads 443
143.

Diagnosis and Prediction of Market Rebounds in Financial Markets

Swiss Finance Institute Research Paper No. 10-15
Number of pages: 42 Posted: 14 Apr 2010
Working Paper Series
ETH Zurich, ETH Zurich and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 432
144.
Downloads 431
145.

Forecasting IBOVESPA Index with Fuzzy Logic

Number of pages: 15 Posted: 29 Mar 2006
Working Paper Series
Universidade Federal de Santa Catarina (UFSC) - Bussiness Master Program, University of São Paulo, Universidade Federal de Santa Catarina (UFSC) - Accounting Department and Faculdade de Filosofia, Letras e Ciências Humanas
Downloads 412
146.

Can Macroeconomists Get Rich Nowcasting Output Gap Turning Points with a Simple Machine-Learning Algorithm?

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30 Posted: 07 Jan 2015 Last Revised: 05 May 2017
Working Paper Series
Millesime IS
Downloads 411
147.

Forecasting Exchange Rates: A Robust Regression Approach

CORE Discussion Paper No. 2005/25
Number of pages: 25 Posted: 27 Jan 2006
Working Paper Series
University of Haifa - Department of Economics and Hebrew University of Jerusalem - Department of Economics
Downloads 403
148.

Re-Thinking Commercial Real Estate Market Segmentation

Number of pages: 24 Posted: 17 Oct 2010 Last Revised: 03 Jun 2012
Working Paper Series
University of Cambridge - Department of Land Economy and Henley Business School - University of Reading
Downloads 402
149.

Procyclical Fiscal Policy: Shocks, Rules, and Institutions - A View From MARS

IMF Working Paper No. 06/27
Number of pages: 41 Posted: 03 Mar 2006
Working Paper Series
Università degli Studi di Bologna - Department of Economics
Downloads 399
150.

Anomalous Returns in a Neural Network Equity-Ranking Predictor

Swiss Finance Institute Research Paper No. 08-15
Number of pages: 39 Posted: 09 Jul 2008
Working Paper Series
University of Nice, CNRS and ETH Zürich - Department of Management, Technology, and Economics (D-MTEC)
Downloads 383